Stochastic Lagrangian Flows for SDEs with rough coefficients

Guohuan Zhao

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arXiv · 1911.05562

Stochastic Lagrangian Flows for SDEs with rough coefficients

Guohuan Zhao

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Abstract

We prove the existence and uniqueness of Stochastic Lagrangian Flows and almost everywhere Stochastic Flows for non-degenearted SDEs with rough coefficients. As an application of our main result, we show that there exists a unique Stochastic Flow corresponding to each Leray-Hopf solution of 3D Navier-Stokes equation in the DiPerna-Lions sense.

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Guohuan Zhao. 2019-11-13. Stochastic Lagrangian Flows for SDEs with rough coefficients. https://arxiv.org/abs/1911.05562

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